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filtering sound frequencies

I am looking for a program, script or maybe some other method to do filtering the frequencies of my music files. For example, I would like to have more bass than other frequencies in a music file. How would I decrease (filter out) the loudness of high/middle frequencies?

(That would be done via equalizer in media players. But then that is not permanent, and wouldn't help when I move the file into my mp3 player.)